NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 31-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
49.77 |
49.45 |
-0.32 |
-0.6% |
49.10 |
High |
50.26 |
49.65 |
-0.61 |
-1.2% |
50.46 |
Low |
49.33 |
47.77 |
-1.56 |
-3.2% |
47.75 |
Close |
49.53 |
48.21 |
-1.32 |
-2.7% |
48.21 |
Range |
0.93 |
1.88 |
0.95 |
102.2% |
2.71 |
ATR |
1.62 |
1.64 |
0.02 |
1.2% |
0.00 |
Volume |
34,496 |
24,418 |
-10,078 |
-29.2% |
140,468 |
|
Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.18 |
53.08 |
49.24 |
|
R3 |
52.30 |
51.20 |
48.73 |
|
R2 |
50.42 |
50.42 |
48.55 |
|
R1 |
49.32 |
49.32 |
48.38 |
48.93 |
PP |
48.54 |
48.54 |
48.54 |
48.35 |
S1 |
47.44 |
47.44 |
48.04 |
47.05 |
S2 |
46.66 |
46.66 |
47.87 |
|
S3 |
44.78 |
45.56 |
47.69 |
|
S4 |
42.90 |
43.68 |
47.18 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.94 |
55.28 |
49.70 |
|
R3 |
54.23 |
52.57 |
48.96 |
|
R2 |
51.52 |
51.52 |
48.71 |
|
R1 |
49.86 |
49.86 |
48.46 |
49.34 |
PP |
48.81 |
48.81 |
48.81 |
48.54 |
S1 |
47.15 |
47.15 |
47.96 |
46.63 |
S2 |
46.10 |
46.10 |
47.71 |
|
S3 |
43.39 |
44.44 |
47.46 |
|
S4 |
40.68 |
41.73 |
46.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.46 |
47.75 |
2.71 |
5.6% |
1.58 |
3.3% |
17% |
False |
False |
28,093 |
10 |
52.45 |
47.75 |
4.70 |
9.7% |
1.44 |
3.0% |
10% |
False |
False |
26,827 |
20 |
56.44 |
47.75 |
8.69 |
18.0% |
1.73 |
3.6% |
5% |
False |
False |
26,881 |
40 |
62.87 |
47.75 |
15.12 |
31.4% |
1.59 |
3.3% |
3% |
False |
False |
22,744 |
60 |
64.04 |
47.75 |
16.29 |
33.8% |
1.61 |
3.3% |
3% |
False |
False |
20,650 |
80 |
65.03 |
47.75 |
17.28 |
35.8% |
1.56 |
3.2% |
3% |
False |
False |
18,464 |
100 |
65.03 |
47.75 |
17.28 |
35.8% |
1.60 |
3.3% |
3% |
False |
False |
16,490 |
120 |
65.03 |
47.75 |
17.28 |
35.8% |
1.57 |
3.3% |
3% |
False |
False |
14,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.64 |
2.618 |
54.57 |
1.618 |
52.69 |
1.000 |
51.53 |
0.618 |
50.81 |
HIGH |
49.65 |
0.618 |
48.93 |
0.500 |
48.71 |
0.382 |
48.49 |
LOW |
47.77 |
0.618 |
46.61 |
1.000 |
45.89 |
1.618 |
44.73 |
2.618 |
42.85 |
4.250 |
39.78 |
|
|
Fisher Pivots for day following 31-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
48.71 |
49.12 |
PP |
48.54 |
48.81 |
S1 |
48.38 |
48.51 |
|